Hiya,
I've got the same problem on my 05 GTI. Coolant light came on, topped up, back on within a week or so. Took it to the dealers and they said it's a problem with the hoses between the rad and the engine. Where the hoses are close the the engine the heat warps the pipe and breaks the seal slightly. (Something like that anyway!) new hoses have been ordered and will be getting them fitted this friday. I just hope the new hoses aren't subject to the same fault.